AlexKontorovich/PrimeNumberTheoremAnd
Source indexedlemma · leanprover/lean4:v4.32.0
Real.fourierIntegral_convolution
PrimeNumberTheoremAnd.Wiener · PrimeNumberTheoremAnd/Wiener.lean:3534 to 3561
Mathematical statement
Exact Lean statement
lemma Real.fourierIntegral_convolution {f g : ℝ → ℂ} (hf : Integrable f) (hg : Integrable g) :
𝓕 (convolution f g (ContinuousLinearMap.mul ℂ ℂ) volume) = 𝓕 f * 𝓕 gComplete declaration
Lean source
Full Lean sourceLean 4
lemma Real.fourierIntegral_convolution {f g : ℝ → ℂ} (hf : Integrable f) (hg : Integrable g) : 𝓕 (convolution f g (ContinuousLinearMap.mul ℂ ℂ) volume) = 𝓕 f * 𝓕 g := by ext y simp only [Pi.mul_apply, FourierTransform.fourier, MeasureTheory.convolution, VectorFourier.fourierIntegral, ContinuousLinearMap.mul_apply'] have h_int : Integrable (fun p : ℝ × ℝ ↦ 𝐞 (-(y * p.1)) • (f p.2 * g (p.1 - p.2))) := by simp only [Circle.smul_def, smul_eq_mul] refine (Integrable.convolution_integrand (ContinuousLinearMap.mul ℂ ℂ) hf hg).bdd_mul (c := 1) ?_ ?_ · exact (by continuity : Continuous _).aestronglyMeasurable · filter_upwards with p; simp calc ∫ v, 𝐞 (-(y * v)) • ∫ t, f t * g (v - t) = ∫ v, ∫ t, 𝐞 (-(y * v)) • (f t * g (v - t)) := by simp only [Circle.smul_def, smul_eq_mul, ← integral_const_mul] _ = ∫ t, ∫ v, 𝐞 (-(y * v)) • (f t * g (v - t)) := integral_integral_swap h_int _ = ∫ t, f t • ∫ v, 𝐞 (-(y * v)) • g (v - t) := by simp only [Circle.smul_def, smul_eq_mul, mul_left_comm, integral_const_mul] _ = ∫ t, f t • ∫ u, 𝐞 (-(y * (u + t))) • g u := by congr 1; ext t rw [← integral_add_right_eq_self (fun v ↦ 𝐞 (-(y * v)) • g (v - t)) t]; simp _ = ∫ t, f t • ∫ u, (𝐞 (-(y * t)) * 𝐞 (-(y * u))) • g u := by congr 2 with t; congr 1 simp only [mul_add, neg_add, mul_comm, Real.fourierChar.map_add_eq_mul] _ = ∫ t, 𝐞 (-(y * t)) • f t • ∫ u, 𝐞 (-(y * u)) • g u := by congr 1; ext t simp only [mul_smul, Circle.smul_def, smul_eq_mul, integral_const_mul]; ring _ = (∫ t, 𝐞 (-(y * t)) • f t) * ∫ u, 𝐞 (-(y * u)) • g u := by simp only [Circle.smul_def, smul_eq_mul, ← mul_assoc, integral_mul_const]